Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343422.5467 | 277813.2833 | 65609.2634 | 879623.3527 | 405306.9159 | 474316.4368 |
Total P&L (%) | 343.4225 | 277.8133 | 65.6093 | 879.6234 | 405.3069 | 474.3164 |
Avg Daily Profit (%) | 0.1905 | 0.1541 | 0.0364 | 0.1266 | 0.0899 | 0.097 |
Buy And Hold Return (%) | 83.604 | 83.604 | 83.604 | 83.604 | 83.604 | 83.604 |
Max Trade Drawdown | -56851 | -53598 | -33239 | -768717 | -956167 | -202115 |
Profit Factor | 1.6402 | 1.7787 | 1.3652 | 1.2383 | 1.1406 | 1.5871 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 242 | 140 | 102 | 242 | 140 | 102 |
Losing Trades | 84 | 23 | 61 | 84 | 23 | 61 |
Profitability (%) | 74.2331 | 85.8896 | 62.5767 | 74.2331 | 85.8896 | 62.5767 |
Ratio Avg Win / Avg Loss | 0.5693 | 0.2922 | 0.8164 | 0.4298 | 0.1874 | 0.9491 |
Largest Winning Trade | 20322 | 20322 | 14135 | 204750 | 204750 | 105253 |
Largest Losing Trade | -52665 | -52665 | -27150 | -768717 | -768717 | -118139 |
Avg Bars in Trades | 21 | 39 | 4 | 21 | 39 | 4 |
Avg Bars in Winners | 11 | 18 | 2 | 11 | 18 | 2 |
Avg Bars in Losers | 49 | 162 | 7 | 49 | 162 | 7 |
Bars Traded | 7061 | 6359 | 702 | 7061 | 6359 | 702 |
Profit Streak | 0 | 607.5509 | 0 | 0 | 607.5509 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391142 | 395849 | -309043 | -20362 | -135972 | -61983 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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